نویسندگان | Fatemeh Yousefzadeh |
---|---|
نشریه | Communications in Statistics Part B: Simulation and Computation |
شماره صفحات | 3471-3486 |
شماره سریال | 51 |
شماره مجلد | 7 |
ضریب تاثیر (IF) | 0.457 |
نوع مقاله | Full Paper |
تاریخ انتشار | 2022 |
رتبه نشریه | ISI |
نوع نشریه | چاپی |
کشور محل چاپ | ایران |
نمایه نشریه | JCR،Scopus |
چکیده مقاله
In this paper, we caculate the probability R ¼ PðA0Y1 þ B0Y2 þ C > 0Þ where A 2 Rp1 and B 2 Rp2 are known vectors, C is a known scalar and Y1 2 Rp1 and Y2 2 Rp2 are two independent random vectors that have generalized skew-elliptical distributions. In particular, we derive R for scale mixtures of multivariate skew normal distributions and multivariate skew normal-Cauchy distribution, then, by using some matrix variate distributions, the Bayes estimation of R for the multivariate skew normal distribution is obtained. Finally, a simulation study and a real data analysis are presented.
tags: Generalized skew-elliptical distributions; matrix variate distributions Bayes estimation; multivariate skew normal-Cauchy distribution; scale mixture of multivariate skew normal distributions; stress-strength reliability